Volatility-Managed Volatility Trading
The research shows that managing a portfolio based on volatility risk premium timing strategies can improve long-term performance, especially during periods of high volatility.
Featured in No. 41 on 20 Mar 2024 · 4 days after release · 0 citations today
- Released
- 16 Mar 2024
- First featured
- No. 41 · 20 Mar 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
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- Shares when featured
- 3
- Identifier
- SSRN 4761614
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